ICE US Dollar Index Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2013 | 27-Feb-2013 | Change | Change % | Previous Week |  
                        | Open | 81.930 | 81.940 | 0.010 | 0.0% | 80.745 |  
                        | High | 82.035 | 81.985 | -0.050 | -0.1% | 81.700 |  
                        | Low | 81.630 | 81.555 | -0.075 | -0.1% | 80.350 |  
                        | Close | 81.940 | 81.672 | -0.268 | -0.3% | 81.585 |  
                        | Range | 0.405 | 0.430 | 0.025 | 6.2% | 1.350 |  
                        | ATR | 0.473 | 0.470 | -0.003 | -0.6% | 0.000 |  
                        | Volume | 46,514 | 38,846 | -7,668 | -16.5% | 129,578 |  | 
    
| 
        
            | Daily Pivots for day following 27-Feb-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 83.027 | 82.780 | 81.909 |  |  
                | R3 | 82.597 | 82.350 | 81.790 |  |  
                | R2 | 82.167 | 82.167 | 81.751 |  |  
                | R1 | 81.920 | 81.920 | 81.711 | 81.829 |  
                | PP | 81.737 | 81.737 | 81.737 | 81.692 |  
                | S1 | 81.490 | 81.490 | 81.633 | 81.399 |  
                | S2 | 81.307 | 81.307 | 81.593 |  |  
                | S3 | 80.877 | 81.060 | 81.554 |  |  
                | S4 | 80.447 | 80.630 | 81.436 |  |  | 
        
            | Weekly Pivots for week ending 22-Feb-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 85.262 | 84.773 | 82.328 |  |  
                | R3 | 83.912 | 83.423 | 81.956 |  |  
                | R2 | 82.562 | 82.562 | 81.833 |  |  
                | R1 | 82.073 | 82.073 | 81.709 | 82.318 |  
                | PP | 81.212 | 81.212 | 81.212 | 81.334 |  
                | S1 | 80.723 | 80.723 | 81.461 | 80.968 |  
                | S2 | 79.862 | 79.862 | 81.338 |  |  
                | S3 | 78.512 | 79.373 | 81.214 |  |  
                | S4 | 77.162 | 78.023 | 80.843 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 82.035 | 81.125 | 0.910 | 1.1% | 0.523 | 0.6% | 60% | False | False | 41,839 |  
                | 10 | 82.035 | 79.915 | 2.120 | 2.6% | 0.503 | 0.6% | 83% | False | False | 34,782 |  
                | 20 | 82.035 | 78.915 | 3.120 | 3.8% | 0.467 | 0.6% | 88% | False | False | 33,481 |  
                | 40 | 82.035 | 78.915 | 3.120 | 3.8% | 0.452 | 0.6% | 88% | False | False | 29,641 |  
                | 60 | 82.035 | 78.915 | 3.120 | 3.8% | 0.436 | 0.5% | 88% | False | False | 24,094 |  
                | 80 | 82.035 | 78.915 | 3.120 | 3.8% | 0.403 | 0.5% | 88% | False | False | 18,116 |  
                | 100 | 82.035 | 78.915 | 3.120 | 3.8% | 0.365 | 0.4% | 88% | False | False | 14,500 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 83.813 |  
            | 2.618 | 83.111 |  
            | 1.618 | 82.681 |  
            | 1.000 | 82.415 |  
            | 0.618 | 82.251 |  
            | HIGH | 81.985 |  
            | 0.618 | 81.821 |  
            | 0.500 | 81.770 |  
            | 0.382 | 81.719 |  
            | LOW | 81.555 |  
            | 0.618 | 81.289 |  
            | 1.000 | 81.125 |  
            | 1.618 | 80.859 |  
            | 2.618 | 80.429 |  
            | 4.250 | 79.728 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Feb-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 81.770 | 81.648 |  
                                | PP | 81.737 | 81.624 |  
                                | S1 | 81.705 | 81.600 |  |